So... once you get out of Texas, your pretty much "home free" to open carry. NM, Arizona, and Nevada are all on-board with open carry. So is Utah if you want to take a "little trip" up that way when you're in the southern NV area.
While open carrying on the LV Strip is okay as well (LV metro has been "acclimated" to those who do), you'll find it very "difficult" to be "allowed" to OC inside any of the casinos. Most casino security will ask you to "leave" and if you don't they'll play the "trespass card." As far as "checking" your firearm with casino security and then reclaiming it on your way out of the casino... I'm not sure about that. Maybe somebody else here (DON'T TREAD ON ME comes to mind) will have better info on that and other stuff about OC on the strip.